The Romanesco strategy, which will be available via the Deutsche Bank dbSelect managed investment platform, is diversified across 45 liquid futures markets comprising currencies, bonds, equity indices and commodities that are implemented across the different geographical regions on a 24-hour basis with the help of a proprietary developed automated execution algorithm. The algorithmic models look for break-outs from trading ranges and aim to reduce exposure after spikes in volatility.

Trading models can be long, short or flat in each market.

Said IMQ CEO and founder, Jeroen Tielman, in a statement: “The strategy fits into our portfolio as it is not correlated with equity and adds diversification versus existing IMQ managers. This is the first seed deal where we will apply high definition open line technology to implement a 'virtual co-location,' so that the team can stay where they are. This will not conflict with our basic principle of close guiding and monitoring."

The Netherlands-based Romanesco had one of its best years in 2012 and has averaged more than 14% per annum since 2005.

Editor's Note

In our new section, FINtech Focus, we will profile one of these firms each week. While fintech is a broad category, we will be focusing on firms that specifically cater to the alternative investment industry. Read more…